+44.8%
PL vs EXEL
+183.3%
-138.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +13.4% | -2.8% | +16.2% | +14.5% |
| 30D | -10.2% | +18.2% | -28.3% | -14.1% |
| 3M | -39.5% | +37.7% | -77.2% | -44.7% |
| 6M | -65.7% | +42.2% | -108.0% | -69.2% |
| YTD | -27.3% | +61.3% | -88.6% | -36.8% |
| 1Y | +15.0% | +64.5% | -49.5% | -0.5% |
| 3Y | +560.8% | +236.7% | +324.2% | +362.1% |
| 5Y | +38.4% | +296.3% | -257.9% | -5.3% |
| All | +44.8% | +183.3% | -138.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling